+539.2%
CCJ vs CNH
+64.7%
+474.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.4% |
| 7D | +0.7% | +23.3% | -22.6% | -7.5% |
| 30D | +6.9% | +33.5% | -26.6% | -5.1% |
| 3M | -11.6% | +32.7% | -44.4% | -21.8% |
| 6M | -16.2% | +22.2% | -38.4% | -23.7% |
| YTD | +10.1% | +57.7% | -47.6% | -9.7% |
| 1Y | +32.3% | +28.0% | +4.3% | +16.9% |
| 3Y | +171.3% | +11.5% | +159.8% | +143.7% |
| 5Y | +372.4% | +11.9% | +360.5% | +318.6% |
| 10Y | +1,070.0% | +162.8% | +907.2% | +609.0% |
| All | +539.2% | +64.7% | +474.6% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling